{
  "id": "2004.07835",
  "version": "v1",
  "published": "2020-04-16T13:01:26.000Z",
  "updated": "2020-04-16T13:01:26.000Z",
  "title": "Some martingale characterizations of compound mixed Poisson processes",
  "authors": [
    "Demetrios P. Lyberopoulos",
    "Nikolaos D. Macheras"
  ],
  "comment": "11 pages. arXiv admin note: substantial text overlap with arXiv:1905.07629",
  "categories": [
    "math.PR"
  ],
  "abstract": "Some martingale characterizations of compound mixed Poisson processes are proven, extending S. Watanabe's (1964) martingale characterization of Poisson processes as well as the main result of Lyberopoulos and Macheras (2012), concerning martingale characterizations of mixed Poisson processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-04-16T13:01:26.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G50",
      "91B30",
      "28A50",
      "60G44"
    ],
    "keywords": [
      "compound mixed poisson processes",
      "main result",
      "concerning martingale characterizations",
      "lyberopoulos"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 11,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}